9 datasets found

Vuonna 1997 suoritetussa tutkimuksessa selvitettiin suomalaisten näkemyksiä vuodesta 2000. Vastaajia pyydettiin arvioimaan erilaisten katastrofien tapahtumisen todennäköisyyttä...

We formulate and estimate empirical models for a selection of EU countries (Germany, France, Italy, Spain, Portugal and Ireland) to show that ex-ante government (consumption)...

Change-point (CP) VAR models face a dimensionality curse due to the proliferation of parameters that arises when new breaks are detected. We introduce the Sparse CP-VAR model...

Global developments play an important role for domestic inflation rates. Earlier literature has found that a substantial amount of the variation in a large set of national...

This paper focuses on nowcasts of tail risk to GDP growth, with a potentially wide array of monthly and weekly information used to produce nowcasts on a weekly basis. We...

We move beyond Is Machine Learning Useful for Macroeconomic Forecasting? by adding the how. The current forecasting literature has focused on matching specific variables and...

This paper examines several ways to extract timely economic signals from newspaper text and shows that such information can materially improve forecasts of macroeconomic...

This paper develops an optimal combined estimator to forecast out-of-sample under structural breaks. When it comes to forecasting, using only the postbreak observations after...

In this paper we investigate whether differences exist among forecasts using real-time or latest-available data to predict gross domestic product (GDP). We employ...